+3,802.6%
HUM vs LII
+3,124.4%
+678.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +10.4% | -12.6% | +23.0% | +13.7% |
| 3M | +15.1% | -24.4% | +39.5% | +21.8% |
| 6M | +120.9% | -28.7% | +149.6% | +135.6% |
| YTD | +57.9% | -19.1% | +77.1% | +63.5% |
| 1Y | +30.6% | -29.7% | +60.3% | +39.6% |
| 3Y | -9.6% | +4.8% | -14.4% | -14.6% |
| 5Y | +1.6% | +24.6% | -23.0% | -10.0% |
| 10Y | +146.4% | +169.2% | -22.8% | +78.3% |
| All | +3,802.6% | +3,124.4% | +678.2% | +1,260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling